FSP Options History — August 2024 In August 2024, FSP traded between $1.52 and $1.79. ATM implied volatility averaged 138.1%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 33.9%. IV traded above realized volatility by 82.7% (HV 20d: 55.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-19 : Highest Volume — 230 contracts2024-08-27 : Largest IV spike — 94.5% change2024-08-13 : Highest IV Rank — 68.1%2024-08-05 : Largest Expected Move — 72.7%Monthly Statistics Metric Avg Min Max Open Close Price $1.63 $1.52 $1.79 $1.69 $1.79 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 138.1% 74.3% 287.3% 98.7% 113.2% Expected Move 33.9% 21.3% 72.7% 28.3% 32.4% HV 20d 55.4% 49.8% 62.8% 51.0% 52.0% HV 60d 45.8% 39.6% 48.2% 39.6% 47.1% IV Rank 28.4% 11.4% 68.1% 17.9% 21.7% IV Percentile 72.0% 42.9% 98.8% 61.5% 69.0% Term Structure 5.9% -183.4% 205.1% 56.3% -9.8% VWIV 87.5% 86.0% 89.0% 86.0% 89.0% Bid-Ask Spread % 94.06 56.16 130.01 58.63 102.89 Gamma HHI 0.98 0.92 1.00 0.98 0.98 Net GEX -141 -349 15 -349 -57 Net DEX 64.2K 46.9K 83.9K 83.9K 61.0K Net VEX -260 -376 -176 -309 -251 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 15.045 0 230 0 0 Total OI 1,325.091 998 1,574 1,574 1,130
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-08-01 $1.69 $2.50 98.7% 28.3% 51.0% 17.9% 0.0% 0.0% 56.3% -349 83.9K -309 0.00 58.63 N/A N/A 0 0 851 723 2024-08-02 $1.69 $2.50 142.9% 41.0% 49.8% 29.6% 0.0% 0.0% 108.2% -342 68.1K -376 0.00 67.08 N/A N/A 0 0 851 723 2024-08-05 $1.52 $2.50 123.1% 72.7% 62.8% 24.4% 0.0% 0.0% -183.4% 15 83.2K -183 0.00 130.01 N/A N/A 0 0 851 723 2024-08-06 $1.54 $2.50 194.2% 26.5% 62.3% 43.3% 0.0% 0.0% 75.6% -230 58.9K -326 0.00 111.26 N/A N/A 0 15 851 723 2024-08-07 $1.56 $2.50 180.0% 21.8% 62.2% 39.5% 0.0% 0.0% 74.5% -218 66.0K -319 0.00 104.24 N/A N/A 0 0 851 723 2024-08-08 $1.56 $2.50 176.4% 47.3% 57.7% 38.6% 0.0% 0.0% -101.7% -244 66.7K -323 0.00 123.62 N/A N/A 0 0 851 723 2024-08-09 $1.56 $2.50 188.5% 49.6% 56.4% 41.8% 0.0% 0.0% -173.6% -158 75.8K -274 0.00 126.51 N/A N/A 0 0 851 723 2024-08-12 $1.52 $2.50 283.9% 41.9% 57.0% 67.2% 0.0% 0.0% -84.5% -224 70.1K -292 0.00 129.62 N/A N/A 0 0 851 723 2024-08-13 $1.56 $2.50 287.3% 25.3% 56.2% 68.1% 0.0% 0.0% -19.9% -134 70.8K -176 0.00 106.52 N/A N/A 10 0 851 563 2024-08-14 $1.58 $2.50 177.4% 50.9% 56.5% 38.8% 0.0% 0.0% -151.2% -87 55.2K -255 0.00 127.39 N/A N/A 0 0 841 563 2024-08-15 $1.60 $2.50 108.2% 31.0% 55.5% 20.4% 0.0% 0.0% 205.1% -96 60.7K -230 0.00 90.60 N/A N/A 0 2 841 563 2024-08-16 $1.54 $2.50 139.8% 40.1% 56.9% 28.8% 0.0% 0.0% 4.3% -103 61.9K -206 0.00 89.20 N/A N/A 0 0 841 563 2024-08-19 $1.60 $2.50 76.5% 21.9% 54.3% 12.0% 0.0% 0.0% 27.4% -87 55.2K -251 0.00 59.46 N/A N/A 230 0 455 543 2024-08-20 $1.60 $2.50 92.8% 26.6% 54.0% 16.3% 0.0% 0.0% 76.3% -111 53.6K -249 0.00 56.16 N/A N/A 1 0 546 543 2024-08-21 $1.62 $2.50 80.5% 23.1% 53.1% 13.0% 0.0% 0.0% 75.6% -16 48.7K -260 0.00 59.46 N/A N/A 0 0 547 543 2024-08-22 $1.62 $2.50 110.3% 31.6% 52.2% 21.0% 0.0% 0.0% 75.7% -41 46.9K -272 0.00 83.96 N/A N/A 0 0 547 543 2024-08-23 $1.71 $2.50 74.3% 21.3% 54.5% 11.4% 86.0% 0.0% 72.2% -145 59.2K -253 0.00 88.35 N/A N/A 0 32 547 543 2024-08-26 $1.69 $2.50 76.8% 22.0% 54.1% 12.1% 0.0% 0.0% 73.1% -129 65.1K -222 0.00 86.90 N/A N/A 20 0 547 545 2024-08-27 $1.73 $2.50 149.3% 42.8% 54.2% 31.4% 0.0% 0.0% -64.0% -102 61.2K -257 0.00 92.45 N/A N/A 0 0 567 545 2024-08-28 $1.75 $2.50 76.5% 21.9% 54.3% 12.0% 0.0% 0.0% -8.7% -148 73.4K -207 0.00 88.22 N/A N/A 19 0 567 545 2024-08-29 $1.75 $2.50 87.8% 25.2% 51.5% 15.0% 89.0% 0.0% 2.7% -104 68.0K -223 0.00 86.76 N/A N/A 0 2 586 545 2024-08-30 $1.79 $2.50 113.2% 32.4% 52.0% 21.7% 0.0% 0.0% -9.8% -57 61.0K -251 0.00 102.89 N/A N/A 0 0 586 544
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